| Metric | 11390158:btcusd:triple_med_gx:lsma55_100 | 11390158:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 20.38% | 195.42% |
| Max Drawdown | -25.15% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.29 | 0.63 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 41.93 | 3.39 |
| Outlier Loss Ratio | 4.16 | 3.2 |
| Volatility (ann.) | 9.86% | 26.36% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.22 | 0.56 |
| Skew | 1.87 | 0.2 |
| Kurtosis | 72.04 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.61% |
| Expected Yearly % | 4.75% | 31.1% |
| Kelly Criterion | -0.96% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.24% |
| Expected Shortfall (cVaR) | -0.84% | -2.24% |
| Year | 11390158:BTCUSD | 11390158:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -6.51 | 0.12 | + |
| 2023 | 155.54 | 15.46 | 0.10 | - |
| 2024 | 121.00 | 1.52 | 0.01 | - |
| 2025 | 17.02 | 9.85 | 0.58 | - |
| Metric | 11390158:btcusd:triple_med_gx:lsma55_100 | 11390158:BTCUSD |
|---|---|---|
| MTD | 4.65% | 4.4% |
| 3M | 0.31% | 31.76% |
| 6M | 12.41% | 12.25% |
| YTD | 9.85% | 17.02% |
| 1Y | -3.87% | 57.19% |
| 3Y (ann.) | 4.67% | 55.42% |
| 5Y (ann.) | 5.65% | 37.84% |
| Metric | 11390158:btcusd:triple_med_gx:lsma55_100 | 11390158:BTCUSD |
|---|---|---|
| Max Drawdown | -25.15% | -67.18% |
| Longest DD Days | 690.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.6% |
| Avg. Drawdown Days | 76.0 | 32.0 |
| Recovery Factor | 0.81 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2024-03-25 | -25.15 | 690 |
| 2024-04-08 | 2025-06-11 | -20.16 | 428 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.36 | 32 |
| 2022-03-13 | 2022-03-14 | -3.00 | 1 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-04-19 | 2022-05-04 | -2.30 | 15 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2022-01-30 | 2022-02-27 | -2.13 | 28 |
| 2024-03-26 | 2024-04-08 | -1.03 | 12 |
| Metric | 11390158:btcusd:triple_med_gx:lsma55_100 | 11390158:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.01% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 11.18% | 43.77% |
| Worst Month | -11.22% | -37.12% |
| Best Year | 15.46% | 155.54% |
| Worst Year | -6.51% | -55.3% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 3.19% | 6.58% |
| Avg. Down Week | -2.49% | -3.93% |
| Avg. Up Month | 4.23% | 12.52% |
| Avg. Down Month | -5.28% | -12.82% |
| Win Days % | 45.17% | 51.27% |
| Win Month % | 60.98% | 61.9% |
| Win Week % | 46.74% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |